scientific article
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Publication:3119570
zbMath1424.91167MaRDI QIDQ3119570
Leila Khodayari, Mojtaba Ranjbar
Publication date: 12 March 2019
Full work available at URL: http://www.spm.uem.br/bspm/pdf/vol36-1/Art1.pdf
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
radial basis functionsEuropean optiondifferential quadraturemulti-dimensional Black-Scholes equation
Numerical methods (including Monte Carlo methods) (91G60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Derivative securities (option pricing, hedging, etc.) (91G20)
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